BNP Paribas Call 10.5 NWL 16.01.2026
/ DE000PC21EJ8
BNP Paribas Call 10.5 NWL 16.01.2.../ DE000PC21EJ8 /
| 7/9/2024 10:44:42 AM |
Chg.- |
Bid9:20:18 AM |
Ask9:20:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
- |
0.360
Bid Size: 21,250 |
0.470
Ask Size: 21,250 |
Newell Brands Inc |
10.50 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC21EJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/5/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.45 |
| Parity: |
-4.01 |
| Time value: |
0.44 |
| Break-even: |
10.13 |
| Moneyness: |
0.59 |
| Premium: |
0.78 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
3.70 |
| Rho: |
0.02 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.89% |
| 1 Month |
|
|
-41.43% |
| 3 Months |
|
|
-58.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.360 |
| 1M High / 1M Low: |
0.700 |
0.360 |
| 6M High / 6M Low: |
1.690 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.958 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.98% |
| Volatility 6M: |
|
149.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
